Research output per year
Research output per year
Personal profile
Research interests
Chen Zhou is Full Professor of Mathematical Statistics and Risk Management at Econometric Institute with Erasmus School of Economics of Erasmus University Rotterdam. His main research areas are extreme value statistics and financial risk management. His work has been published in journals in the fields of statistics, financial econometrics and finance. He teaches in the Bachelor program of Econometrics and Management Science, the MSc program specializing in Quantitative Finance and Tinbergen Institute. He is a member of the Research Advisory Committee of Erasmus School of Economics.
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Collaborations and top research areas from the last five years
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Non-Standard Errors*
van Dijk, M., Menkveld, A. J., Dreber, A., Holzmeister, F., Huber, J., Johannesson, M., Kirchler, M., Neususs, S., Razen, M., Wagner, W., Verwijmeren, P., Vogel, S., van der Wel, M., Mazzola, F., Yang, A. & Zhou, C., Jun 2024, In: Journal of Finance. 69 p.Research output: Contribution to journal › Article › Academic › peer-review
Open Access -
Extreme value statistics in semi-supervised models
Ahmed, H., Einmahl, J. H. J. & Zhou, C., 15 May 2024, In: Journal of the American Statistical Association.Research output: Contribution to journal › Article › Academic › peer-review
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Tail inverse regression: Dimension reduction for prediction of extremes
Aghbalou, A., Portier, F., Sabourin, A. & Zhou, C., Feb 2024, In: Bernoulli. 30, 1, p. 503-533 31 p.Research output: Contribution to journal › Article › Academic › peer-review
Open AccessFile2 Citations (Scopus) -
Bootstrapping Extreme Value Estimators
de Haan, L. & Zhou, C., 2024, In: Journal of the American Statistical Association. 119, 545, p. 382-393 12 p.Research output: Contribution to journal › Article › Academic › peer-review
Open AccessFile3 Citations (Scopus)2 Downloads (Pure) -
Tail copula estimation for heteroscedastic extremes
Einmahl, J. H. J. & Zhou, C., 2024, (Accepted/In press) In: Econometrics and Statistics.Research output: Contribution to journal › Article › Academic › peer-review
Open Access
Activities
- 1 Editorial work
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Extremes (Journal)
Zhou, C. (Editor)
1 Jan 2015 → …Activity: Publication peer-review and editorial work › Editorial work › Academic